-99.9%
DFNS vs VIAV
+178.7%
-278.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.5% | +6.1% | -0.4% |
| 7D | -3.3% | +11.2% | -14.6% | +1.5% |
| 30D | -73.1% | -2.6% | -70.5% | -73.9% |
| 3M | -71.4% | -20.1% | -51.3% | -72.3% |
| 6M | -93.8% | +25.8% | -119.7% | -92.3% |
| YTD | -98.0% | +109.9% | -207.9% | -96.6% |
| 1Y | -98.2% | +214.3% | -312.5% | -95.8% |
| 3Y | -99.9% | +281.6% | -381.5% | -99.7% |
| 5Y | -99.9% | +132.6% | -232.5% | -99.7% |
| All | -99.9% | +178.7% | -278.5% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VIAV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling